-0.2%
FERG vs UDR
-3.7%
+3.5%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -1.0% | -3.4% | +2.4% | -0.1% |
| 30D | -11.8% | -5.4% | -6.4% | -10.6% |
| 3M | -1.2% | -10.0% | +8.7% | +1.2% |
| 6M | -2.3% | -2.5% | +0.2% | -1.6% |
| YTD | +0.8% | -1.1% | +1.9% | +1.4% |
| All | -0.2% | -3.7% | +3.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling